+20.6%
CHD vs TENB
-32.3%
+52.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.3% |
| 7D | -4.7% | -7.1% | +2.4% | -4.6% |
| 30D | -8.3% | -15.4% | +7.0% | -8.2% |
| 3M | -4.0% | +19.5% | -23.6% | -4.3% |
| 6M | -6.5% | +54.8% | -61.3% | -7.0% |
| YTD | +13.1% | +36.1% | -23.0% | +12.8% |
| 1Y | +2.3% | +7.0% | -4.7% | +2.7% |
| 3Y | +1.8% | -27.6% | +29.4% | +2.7% |
| 5Y | +20.6% | -30.5% | +51.0% | +20.5% |
| All | +20.6% | -32.3% | +52.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling